Abstract Objectives We aimed to discover CpG sites with differential DNA methylation in peripheral blood leukocytes associated with body mass index (BMI) in pregnancy and gestational weight gain (GWG) in women of European and South Asian ancestry. Furthermore, we aimed to investigate how the identified sites were associated with methylation quantitative trait loci, gene ontology, and cardiometabolic parameters. Methods In the Epigenetics in pregnancy (EPIPREG) sample we quantified maternal DNA methylation in peripheral blood leukocytes in gestational week 28 with Illumina’s MethylationEPIC BeadChip. In women with European (n = 303) and South Asian (n = 164) ancestry, we performed an epigenome-wide association study of BMI in gestational week 28 and GWG between gestational weeks 15 and 28 using a meta-analysis approach. Replication was performed in the Norwegian Mother, Father, and Child Cohort Study, the Study of Assisted Reproductive Technologies (MoBa-START) (n = 877, mainly European/Norwegian). Results We identified one CpG site significantly associated with GWG (p 5.8 × 10−8) and five CpG sites associated with BMI at gestational week 28 (p from 4.0 × 10–8 to 2.1 × 10–10). Of these, we were able to replicate three in MoBa-START; cg02786370, cg19758958 and cg10472537. Two sites are located in genes previously associated with blood pressure and BMI. DNA methylation at the three replicated CpG sites were associated with levels of blood pressure, lipids and glucose in EPIPREG (p from 1.2 × 10⁻⁸ to 0.04). Conclusions We identified five CpG sites associated with BMI at gestational week 28, and one with GWG. Three of the sites were replicated in an independent cohort. Several genetic variants were associated with DNA methylation at cg02786379 and cg16733643 suggesting a genetic component influencing differential methylation. The identified CpG sites were associated with cardiometabolic traits. ClinicalTrials.gov registration no Not applicable